summary.lmp: Summarize linear model fits with exponential power distribution errors
Description
This function is the summary method for class "lmp". This function
produces a set of results for a linear regression model.
By assuming that in a linear regression model the errors
are distributed as an exponential power distribution, we can use the function lmp.
Usage
# S3 method for lmp
summary(object, ...)
# S3 method for summary.lmp
print(x, ...)
Value
The function summary returns a list of summary statistics of the fitted linear model
given in lmp, using the components (list elements) call and terms
from its argument, plus
Call
The matched call.
Residuals
A summary of the vector of residuals \(e_i\).
Coefficients
Vector of coefficients.
Estimate of p
An estimate of the shape parameter \(p\).
Power deviation of order p
The power deviation of order \(p\) given by
$$S_p = \left[\frac{\sum e_i^p}{n-q}\right]^\frac{1}{p}$$
where \(q\) is either the number of the estimated regression coefficients if \(p\) is known,
either the number of the estimated regression coefficients plus 1 if \(p\) is estimated.
Arguments
object
An object of class "lmp", a result of a call to lmp.
x
An object of class "summary.lmp".
...
Further arguments passed to or from other methods.